Woody Allen at Cannes film festival in May 2016.
Photograph: Thibault Camus/Contour by Getty Images

Woody Allen is 80. Time is finite and he knows it. Every day the industrious same: wake, work, weights, treadmill, work, clarinet, work, supper, TV, sleep. Except today and tomorrow and Thursday, when he’ll do something futile.

“I never thought there was any point doing press,” he says. “I don’t think anybody ever reads an interview and says: ‘Hey, I want to see that movie!’” He smiles benignly, tip-to-toe in peanut-butter beige. Allen no longer reads anything about himself (except, maybe, one article, of which more later). This is the boring bit of film-making. This and the gags of the financiers.

Yet for someone who feels that way, he sure pulls the hours. At Cannes, he even carried on regardless of the publication of a piece by his son, Ronan Farrow, resurfacing an allegation of abuse by Allen of Ronan’s sister, Dylan. When I speak to him again three months later, in the final stages of prep on his 48th film (Kate Winslet, Justin Timberlake, 1950s, fairground), he’s friendly on the phone, in no special hurry to hang up.

Why bother? A shrug and a grin. “Well, the publicity people think it’s important. So I do it to be nice. But I don’t think – and I tell them this – that it matters. And they say: ‘Just keep it quiet and do it.’ I don’t want to be someone who takes the money but refuses to help.”

That TV series he’s made? “Amazon badgered and badgered me for two years, sweetening the pot until I could not afford to turn it down.” They drove an easy bargain for the resulting show, Crisis in Six Scenes: six half-hour episodes was fine; shoot wherever you like; any period; any stars; don’t show us the script, just call when you’re done. Not that he was ever going to abscond to Vegas and snort the lot. “I’m responsible. I’m not going to take their money and waste it. It was a good bet – I’ve made things before.”

Allen’s hope for his new film is similarly modest. “My intention was people would pay their money and have some kind of human experience.” Café Society repays investment. It’s by far his best since Blue Jasmine: sharp, funny and moving – especially on how people hold each other to ransom in relationships.

Our Woody-substitute this time is Jesse Eisenberg, who heads off from hard-scrabble Brooklyn to seek his fortune in Hollywood. It’s the 1930s: movie stars are gods, the studios rule and his uncle, Steve Carell, is a playmaker agent who asks his secretary – and secret mistress – to show Bobby round town. Eisenberg and Kristen Stewart peer up at the gated mansions. You have to pity people who need a big house to feel important, she says. He’s not so sure.

Amazon badgered and badgered me for two years, sweetening the pot until I could not afford to turn it down

Allen neither. “I’m not one of those people who has knee-jerk antipathy to wealth. I like to look at rich people. I enjoy taking a tour of a very wealthy estate.” It helps explain his homing instinct to Cannes; cue an Allenish anecdote about going on a surprisingly rocky yacht.

No, he wouldn’t want to be richer, he says, though it emerges he does spend $100 a week on lottery tickets. But winning wouldn’t change much: “I’ve talked this over with my wife. We would still go on living in the same house, I would go on working, I don’t want a boat, I don’t want a plane.”

So why do it? He seems stumped. “The odds are bigger than astronomical. You’d have a better chance of shuffling a deck of cards and naming them all in row. I’ve never got more than two numbers. I’d probably shoot myself if I got five and missed by one. That would really be a killer – but I don’t have that problem.”

Allen on the set of Café Society with Jesse Eisenberg and Kristen Stewart. Photograph: Steve Sands/GC Images

Don’t be fooled by Café Society’s tourist-bait take on Tinseltown. Don’t get blinded by its goggle-eyes at the glimpse of bling. It may look lush, but a good 60% of that rose-tint is jaundice. The movie biz, says someone, is “boring, nasty, dog-eat-dog”. Hollywood, remarks Allen’s narrator, is “a town run on ego” – plain and simple, no leavening punchline.

But then, he says today, cheerfully spooling out the doominess, where isn’t? “I’m sure every business is full of phonies and people that don’t return phone calls and play the big shot. I’m sure it exists on Wall Street and in London and Rome, but Hollywood always gets the rap because there it’s so obvious. You’re dealing with one diva after another.”

He doesn’t think other towns are more fuelled by, say, sex or money or art? He twiddles his hearing aid to check he’s heard right. “Sex is the ultimate end. The ambition is so that they can fulfil their sexual drives; that’s what everybody is going for. This is what animals are. People are in a kind of meaningless jumble to recreate, and nobody knows why. The same woman who says, ‘People are terrible, life is awful, it’s sad, it’s short, nasty and meaningless’ still wants to have a couple of children. It defies any intellect. It’s strictly emotional.”

Like all Allen’s work, Cafe Society is consumed by how we cope with mortality. Its director famously said he’d like to achieve immortality through not dying, rather than his movies; his film has a Jewish gangster becoming Catholic on death row in search of consolation (just as Woody failed to in Hannah and her Sisters). Isn’t this the world’s most urgent issue, I ask. If people could only accept death was the end, the likes of Isis would have more of a recruitment problem.

“I couldn’t speak for all suicide bombers,” he says mildly, fishing out the remote control for his hearing aid again, which forever makes you think he is trying to unlock a car. “But without a firm faith in an afterlife, many of them would not do those things. They do believe when they blow themselves up that there’s going to be positive payoff. That it isn’t simply going to be what it is, though some of them might be willing to do it anyhow, to consider it a noble sacrifice for a noble cause. They’re misguided, in my opinion.” He smiles. “But they don’t agree with me.”

What would he die for? Only his family, he thinks. Had he been 15 years older, he wouldn’t have felt compelled to actively serve in the war. “I can’t see myself in a ditch somewhere in the rain at night fighting in a jungle off the coast of Japan. I don’t think I’d hold up very well. I get annoyed when the air conditioning doesn’t work.”

Has he noticed any recent rise in antisemitism? Well, not personally, he says, sitting up a bit. But friends have. “It doesn’t surprise me. It’s in the nature of people to have someone to scapegoat. If there were no Jews in the world they would take it out on blacks. If no blacks, they’d move over to Catholics. No Catholics? Something else. Finally, if everyone is exactly the same, the left-handed people would start killing the right-handed people. You just need an other [on whom] to vent your hostility and frustration.”

He shrugs. “Hopefully, the wave will ebb and people will realise that’s not the problem and focus more on what the problems are. But the world is full of intolerance and prejudice. Freud said there would always be antisemitism because people are a sorry lot. And they are a sorry lot.” He twinkles through the specs, left eye a little awry these days, like a Woody Allen action doll that’s been dropped. He’s tiny. Some stars are shorter than you expect; he seems, literally, still inside the TV.

Allen has long been resigned to life’s deep bleakness. He is the wise-cracking nihilist, jokes provoked by the need not to leap. Yet some cynicism seems to be distilling. While previous films left characters wrestling guilt, this last one metes out justice with a wallop. When he talks about the world being “full of terrified people walking round suffering tremendously”, it carries more charge than the old patter.

I suggest he’s getting tougher as he gets older. He chuckles and says the opposite is true. “I don’t believe in the Nietzschean notion that what doesn’t destroy you makes you stronger. You see these soldiers come back with PTSD; they’ve been to war and seen death and experienced these existential crises one after the other. There are traumas in life that weaken us for the future. And that’s what’s happened to me. The various slings and arrows of life have not strengthened me. I think I’m weaker. I think there are things I couldn’t take now that I would have been able to take when I was younger.”

I get harassed all the time. But it doesn't affect me and I just have no interest in it

Last week, he reiterates his position. “I have no interest in all of that. I find that all tabloid stupidity. That situation had been thoroughly, thoroughly investigated up and down the line by New York social services in a 14-month investigation. It had been investigated by Yale and conclusions were clear and I have no interest in that whole situation. I get harassed all the time on it. But it doesn’t affect me and I just have no interest in it.”

He sounds weary, sad, flat. He’s not used the word “harassed” in relation to the case before; today he uses it twice, the second time directing me to an article rebutting Ronan (“probably the best thing written on this since the whole harassment started … mature and not vitriolic and decent”). Which suggests that he may read some press, and that he is affected by it.

The opposite would be impossible. Even dismissed allegations can smear a career. And while he and Moses are now reconciled, Allen is estranged from Dylan and Ronan, despite a judge rejecting the application that his adoptive parenthood of the former two be revoked (meanwhile Mia has hinted Ronan is actually Frank Sinatra’s son). Has the whole thing altered his view of the world? “No, no,” he chuckles. “It confirmed all my misanthropic feelings.”

Allen’s strategy, then, is to throw up his hands and stop his ears. He may have an iPhone, but it’s strictly for calls, jazz and the weather app. And this determined detachment would help explain why, as the web rakes over the details, 24 years on, Allen remains remarkably frank, even blithe, discussing his private life.

Of his wife and the daughters (Bechet, 17 and Manzie, 16) they adopted soon after their wedding in 1997, he speaks often, fondly – and oddly off-message. Of parenting, he tells me: “You can count on them until adolescence. You’re king in the house and you’re much needed and much loved and depended on. Once they start to come into their adulthood they start to feel their oats, then, all of a sudden, it’s a different story.”

With his wife Soon-Yi in Cannes in 2015. Photograph: Pascal Le Segretain/Getty Images

Relationships, he says, again unguarded, “are not my strong point in life. I’ve always been dependent on the generosity of the woman; nothing I could do ever seduced them.” That was the case with Diane Keaton, with whom he is still close: “She had come to the conclusion she liked me. It was always the other person who decided.”

He happily chats about how nice meals often end in spousal rows, but says that it is because of Soon-Yi that the man once defined by his psychoanalysis hasn’t seen a shrink in years. “I don’t have to any more. I’m functioning OK. I’m in a happy marriage. I haven’t needed that support.”

Do others come to him for advice? He reels at the idea. “I don’t have that many friends. I lead a very isolated life. I come home and I’m with my family. I go to dinner with a few friends and, every once in a while, they’ll ask for advice, but it’s never existential.”

And, after dinner, he heads home, turns on the TV for 20 minutes “and I’m asleep”. Never a comedy – he has never seen anything in the same genre as his Amazon show – and if not news, baseball, which “always interests me much more than any kind of show”. But the New York teams have struck out this season, so he has resorted to the Olympics, with moderate rewards.

“I don’t find it that thrilling to watch people swim up and back across a pool. I need a more complex sport – something that has got a different narrative to it than just a sudden burst of speed or a quick jump. And I watch any sports. I can watch timber sports – two guys sawing down a tree in a contest.”

In athletic form on the tennis court in 1977. Photograph: Media Press/Rex/Shutterstock

That’s one of the few he has yet to try: the young Woody was surprisingly sporty and his loss of athletic ability is his chief regret about ageing. “I’ve been very lucky. I’m in good health – at least I think I am. Dementia hasn’t set in yet to any noticeable degree. Everything is fine, but I’m always consumed with sorrow that I can’t get out on a baseball field and play it the way I could. That, for me, is the most poignant.”

“I’d like to race against Usain Bolt,” he adds wistfully. “But I’m not sure how well I’d do. I was always a very fast runner. But it’s possible that while I’m still running, he would be doing his post-race interview.”

Late-stage Woody Allen, then, is a man who gets through by playing ball, even if the sport is stacked against him. By disregarding the results and declining to dwell. “You’re probably happier in life if you can forget things,” he advises.

And yet, there may be a coda. Allen doesn’t permit himself the “indulgence of nostalgia”, but, “sometimes, when I’m alone, I think maybe it would be a nice life to stop making movies and write maybe an autobiography”. It might be “pleasant” to relive his childhood, like he does when he reminisces with his sister, Letty.

Yet writing a memoir would also require resurfacing less happy events, right? Putting them on paper. Well, yes. “I would have to go through the many regrets in my life and the many turbulences. But that’s OK. It’s conflict and excitement. It would be nice to write that out.”

•Café Society opens in the UK on 2 September and Crisis in Six Scenes begins on Amazon Prime on 30 September.

• This article was amended on 26 August. The original misheard “feel their oats” as “field their oats”. This has been corrected.